Sauger are difficult to specifically target with any tackle, let alone fly tackle. I am located near you (SW Ohio) so our conditions are similar. With spinning tackle I've had success with heavy jigs and minnow plugs, so with flies I would assume clousers and streamers would be good. And you will need to get them down to where the fish are; sauger are NOT surface feeders.
Really the best advice is to go to the river and go bass fishing, and you may catch some. Try the heads and tailouts of pools.
EDIT: second thought, if you have any dams near you, that would be a good place to look.